+319.9%
ADP vs HALO
+689.5%
-369.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.2% | -3.2% | +5.4% | +2.7% |
| 30D | +10.6% | -14.2% | +24.7% | +12.8% |
| 3M | +12.9% | -0.4% | +13.3% | +12.5% |
| 6M | +50.6% | +43.2% | +7.5% | +41.0% |
| YTD | +23.2% | +49.0% | -25.8% | +14.0% |
| 1Y | +25.3% | +40.8% | -15.6% | +16.8% |
| 3Y | +47.1% | +167.4% | -120.3% | +18.5% |
| 5Y | +50.1% | +157.4% | -107.3% | +19.2% |
| All | +319.9% | +689.5% | -369.6% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling